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[--[65.84.65.76]--]
MCX
Multi Commodity Exchange

6166.5 60.15 (0.99%)

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Historical option data for MCX

21 Nov 2024 04:11 PM IST
MCX 28NOV2024 5400 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6166.50 625.5 0.00 0.00 0 0 0
20 Nov 6106.35 625.5 0.00 0.00 0 0 0
19 Nov 6106.35 625.5 0.00 0.00 0 0 0
18 Nov 5909.30 625.5 0.00 0.00 0 0 0
14 Nov 5950.65 625.5 0.00 0.00 0 2 0
13 Nov 5949.15 625.5 -543.25 33.05 2 1.5 1.5
12 Nov 6104.35 1168.75 0.00 0.00 0 0 0
11 Nov 6405.05 1168.75 0.00 0.00 0 0 0
8 Nov 6413.10 1168.75 0.00 0.00 0 0 0
7 Nov 6422.60 1168.75 0.00 0.00 0 0 0
6 Nov 6456.75 1168.75 0.00 0.00 0 0 0
5 Nov 6538.80 1168.75 0.00 0.00 0 0 0
4 Nov 6457.25 1168.75 0.00 0.00 0 0 0
1 Nov 6489.35 1168.75 0.00 0.00 0 0 0
31 Oct 6515.90 1168.75 795.30 - 4 1 1
30 Oct 6390.35 373.45 0.00 - 0 0 0
29 Oct 6824.75 373.45 0.00 - 0 0 0
28 Oct 6565.40 373.45 0.00 - 0 0 0
25 Oct 6487.55 373.45 0.00 - 0 0 0
21 Oct 6629.00 373.45 0.00 - 0 0 0
18 Oct 6561.15 373.45 0.00 - 0 0 0
16 Oct 6428.30 373.45 0.00 - 0 0 0
15 Oct 6511.00 373.45 0.00 - 0 0 0
10 Oct 6193.15 373.45 0.00 - 0 0 0
9 Oct 6101.40 373.45 0.00 - 0 0 0
7 Oct 5771.65 373.45 0.00 - 0 0 0
1 Oct 5828.60 373.45 0.00 - 0 0 0
30 Sept 5660.30 373.45 0.00 - 0 0 0
27 Sept 5702.90 373.45 373.45 - 0 0 0
26 Sept 5715.65 0 0.00 - 0 0 0
25 Sept 5778.35 0 0.00 - 0 0 0
24 Sept 5879.35 0 0.00 - 0 0 0
19 Sept 5722.90 0 0.00 - 0 0 0
18 Sept 5807.10 0 0.00 - 0 0 0
17 Sept 5653.35 0 0.00 - 0 0 0
12 Sept 5273.55 0 0.00 - 0 0 0
11 Sept 5295.80 0 0.00 - 0 0 0
10 Sept 5230.00 0 0.00 - 0 0 0
9 Sept 5261.30 0 0.00 - 0 0 0
6 Sept 5377.05 0 0.00 - 0 0 0
5 Sept 5395.85 0 0.00 - 0 0 0
4 Sept 5351.95 0 0.00 - 0 0 0
3 Sept 5207.60 0 0.00 - 0 0 0
2 Sept 5165.75 0 - 0 0 0


For Multi Commodity Exchange - strike price 5400 expiring on 28NOV2024

Delta for 5400 CE is 0.00

Historical price for 5400 CE is as follows

On 21 Nov MCX was trading at 6166.50. The strike last trading price was 625.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Nov MCX was trading at 6106.35. The strike last trading price was 625.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov MCX was trading at 6106.35. The strike last trading price was 625.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov MCX was trading at 5909.30. The strike last trading price was 625.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov MCX was trading at 5950.65. The strike last trading price was 625.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 625.5, which was -543.25 lower than the previous day. The implied volatity was 33.05, the open interest changed by 3 which increased total open position to 3


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov MCX was trading at 6413.10. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Nov MCX was trading at 6422.60. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov MCX was trading at 6538.80. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Nov MCX was trading at 6489.35. The strike last trading price was 1168.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 1168.75, which was 795.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MCX was trading at 6390.35. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct MCX was trading at 6824.75. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MCX was trading at 6565.40. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct MCX was trading at 6487.55. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct MCX was trading at 6629.00. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct MCX was trading at 6561.15. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct MCX was trading at 6428.30. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct MCX was trading at 6511.00. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct MCX was trading at 6193.15. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct MCX was trading at 6101.40. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct MCX was trading at 5771.65. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct MCX was trading at 5828.60. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept MCX was trading at 5660.30. The strike last trading price was 373.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept MCX was trading at 5702.90. The strike last trading price was 373.45, which was 373.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept MCX was trading at 5715.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept MCX was trading at 5778.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept MCX was trading at 5879.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept MCX was trading at 5722.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept MCX was trading at 5807.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept MCX was trading at 5653.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept MCX was trading at 5273.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept MCX was trading at 5295.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept MCX was trading at 5230.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept MCX was trading at 5261.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept MCX was trading at 5377.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept MCX was trading at 5395.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept MCX was trading at 5351.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept MCX was trading at 5207.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept MCX was trading at 5165.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MCX 28NOV2024 5400 PE
Delta: -0.04
Vega: 0.74
Theta: -3.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6166.50 8.5 -1.90 58.90 49.5 -5.5 68
20 Nov 6106.35 10.4 0.00 47.31 120 -19.5 71.5
19 Nov 6106.35 10.4 -0.75 47.31 120 -21.5 71.5
18 Nov 5909.30 11.15 -6.35 37.33 196.5 15 93
14 Nov 5950.65 17.5 -8.40 39.13 63.5 -2.5 78
13 Nov 5949.15 25.9 11.80 43.32 122 -4.5 79
12 Nov 6104.35 14.1 6.55 39.80 115 -15.5 83.5
11 Nov 6405.05 7.55 -2.45 44.31 21 2.5 97.5
8 Nov 6413.10 10 -3.55 42.93 16 -9 95
7 Nov 6422.60 13.55 -2.65 45.26 45.5 -8 104.5
6 Nov 6456.75 16.2 -13.80 47.54 70 20.5 112.5
5 Nov 6538.80 30 -10.00 54.41 262 32.5 93
4 Nov 6457.25 40 -13.00 56.21 38 2 60.5
1 Nov 6489.35 53 1.00 58.71 6 0.5 58.5
31 Oct 6515.90 52 -20.55 - 45 32 58
30 Oct 6390.35 72.55 29.05 - 52 10 27
29 Oct 6824.75 43.5 -24.70 - 5 3 15
28 Oct 6565.40 68.2 24.00 - 5 0 7
25 Oct 6487.55 44.2 5.40 - 1 0 7
21 Oct 6629.00 38.8 14.80 - 2 0 7
18 Oct 6561.15 24 -3.00 - 2 0 8
16 Oct 6428.30 27 0.00 - 0 2 0
15 Oct 6511.00 27 -33.00 - 3 2 8
10 Oct 6193.15 60 -23.20 - 2 0 5
9 Oct 6101.40 83.2 -65.80 - 10 -5 7
7 Oct 5771.65 149 12.85 - 1 0 12
1 Oct 5828.60 136.15 -44.85 - 2 0 12
30 Sept 5660.30 181 -11.25 - 1 0 11
27 Sept 5702.90 192.25 -7.75 - 8 0 11
26 Sept 5715.65 200 35.00 - 1 0 11
25 Sept 5778.35 165 -506.60 - 11 6 6
24 Sept 5879.35 671.6 0.00 - 0 0 0
19 Sept 5722.90 671.6 0.00 - 0 0 0
18 Sept 5807.10 671.6 671.60 - 0 0 0
17 Sept 5653.35 0 0.00 - 0 0 0
12 Sept 5273.55 0 0.00 - 0 0 0
11 Sept 5295.80 0 0.00 - 0 0 0
10 Sept 5230.00 0 0.00 - 0 0 0
9 Sept 5261.30 0 0.00 - 0 0 0
6 Sept 5377.05 0 0.00 - 0 0 0
5 Sept 5395.85 0 0.00 - 0 0 0
4 Sept 5351.95 0 0.00 - 0 0 0
3 Sept 5207.60 0 0.00 - 0 0 0
2 Sept 5165.75 0 - 0 0 0


For Multi Commodity Exchange - strike price 5400 expiring on 28NOV2024

Delta for 5400 PE is -0.04

Historical price for 5400 PE is as follows

On 21 Nov MCX was trading at 6166.50. The strike last trading price was 8.5, which was -1.90 lower than the previous day. The implied volatity was 58.90, the open interest changed by -11 which decreased total open position to 136


On 20 Nov MCX was trading at 6106.35. The strike last trading price was 10.4, which was 0.00 lower than the previous day. The implied volatity was 47.31, the open interest changed by -39 which decreased total open position to 143


On 19 Nov MCX was trading at 6106.35. The strike last trading price was 10.4, which was -0.75 lower than the previous day. The implied volatity was 47.31, the open interest changed by -43 which decreased total open position to 143


On 18 Nov MCX was trading at 5909.30. The strike last trading price was 11.15, which was -6.35 lower than the previous day. The implied volatity was 37.33, the open interest changed by 30 which increased total open position to 186


On 14 Nov MCX was trading at 5950.65. The strike last trading price was 17.5, which was -8.40 lower than the previous day. The implied volatity was 39.13, the open interest changed by -5 which decreased total open position to 156


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 25.9, which was 11.80 higher than the previous day. The implied volatity was 43.32, the open interest changed by -9 which decreased total open position to 158


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 14.1, which was 6.55 higher than the previous day. The implied volatity was 39.80, the open interest changed by -31 which decreased total open position to 167


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 7.55, which was -2.45 lower than the previous day. The implied volatity was 44.31, the open interest changed by 5 which increased total open position to 195


On 8 Nov MCX was trading at 6413.10. The strike last trading price was 10, which was -3.55 lower than the previous day. The implied volatity was 42.93, the open interest changed by -18 which decreased total open position to 190


On 7 Nov MCX was trading at 6422.60. The strike last trading price was 13.55, which was -2.65 lower than the previous day. The implied volatity was 45.26, the open interest changed by -16 which decreased total open position to 209


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 16.2, which was -13.80 lower than the previous day. The implied volatity was 47.54, the open interest changed by 41 which increased total open position to 225


On 5 Nov MCX was trading at 6538.80. The strike last trading price was 30, which was -10.00 lower than the previous day. The implied volatity was 54.41, the open interest changed by 65 which increased total open position to 186


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 40, which was -13.00 lower than the previous day. The implied volatity was 56.21, the open interest changed by 4 which increased total open position to 121


On 1 Nov MCX was trading at 6489.35. The strike last trading price was 53, which was 1.00 higher than the previous day. The implied volatity was 58.71, the open interest changed by 1 which increased total open position to 117


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 52, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MCX was trading at 6390.35. The strike last trading price was 72.55, which was 29.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct MCX was trading at 6824.75. The strike last trading price was 43.5, which was -24.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MCX was trading at 6565.40. The strike last trading price was 68.2, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct MCX was trading at 6487.55. The strike last trading price was 44.2, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct MCX was trading at 6629.00. The strike last trading price was 38.8, which was 14.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct MCX was trading at 6561.15. The strike last trading price was 24, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct MCX was trading at 6428.30. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct MCX was trading at 6511.00. The strike last trading price was 27, which was -33.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct MCX was trading at 6193.15. The strike last trading price was 60, which was -23.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct MCX was trading at 6101.40. The strike last trading price was 83.2, which was -65.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct MCX was trading at 5771.65. The strike last trading price was 149, which was 12.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct MCX was trading at 5828.60. The strike last trading price was 136.15, which was -44.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept MCX was trading at 5660.30. The strike last trading price was 181, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept MCX was trading at 5702.90. The strike last trading price was 192.25, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept MCX was trading at 5715.65. The strike last trading price was 200, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept MCX was trading at 5778.35. The strike last trading price was 165, which was -506.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept MCX was trading at 5879.35. The strike last trading price was 671.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept MCX was trading at 5722.90. The strike last trading price was 671.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept MCX was trading at 5807.10. The strike last trading price was 671.6, which was 671.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept MCX was trading at 5653.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept MCX was trading at 5273.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept MCX was trading at 5295.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept MCX was trading at 5230.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept MCX was trading at 5261.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept MCX was trading at 5377.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept MCX was trading at 5395.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept MCX was trading at 5351.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept MCX was trading at 5207.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept MCX was trading at 5165.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to